Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Statistical arbitrage pairs tr...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
2
Portfolio-Management
2
pairs trading
2
Anlageverhalten
1
Arbitrage
1
Behavioural finance
1
Börsenkurs
1
Finance
1
Multivariate Verteilung
1
Multivariate distribution
1
Option pricing theory
1
Optionspreistheorie
1
Ornstein-Uhlenbeck Lévy process
1
Securities trading
1
Share price
1
Statistical arbitrage
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
Wertpapierhandel
1
copula
1
high-frequency data
1
optimal thresholds
1
quantitative strategies
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Stübinger, Johannes
2
Endres, Sylvia
1
Krauss, Christopher
1
Published in...
All
Applied economics
FAU Discussion Papers in Economics
7
FAU discussion papers in economics
7
Essays on quantitative finance in the context of statistical arbitrage
5
Quantitative finance
5
Discussion Papers / Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
1
Diskussionspapier
1
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
1
Higher-order factorization machines : implementation, application, and comparison of a state-of-the-art recommender approach
1
IWQW Discussion Papers
1
IWQW discussion paper series
1
International journal of economics and financial issues : IJEFI
1
Journal of Risk and Financial Management
1
Journal of risk and financial management : JRFM
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non-linear dependence modelling with bivariate copulas : statistical arbitrage pairs trading on the S&P 100
Krauss, Christopher
;
Stübinger, Johannes
- In:
Applied economics
49
(
2017
)
52
,
pp. 5352-5369
Persistent link: https://www.econbiz.de/10011845139
Saved in:
2
Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes
Endres, Sylvia
;
Stübinger, Johannes
- In:
Applied economics
51
(
2019
)
29
,
pp. 3153-3169
Persistent link: https://www.econbiz.de/10012196804
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
